-74.0%
USO vs FLUT
+475.8%
-549.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | -10.6% | -1.5% | -9.1% | -10.6% |
| 30D | -4.6% | +3.4% | -8.0% | -4.6% |
| 3M | +12.3% | -12.5% | +24.8% | +12.5% |
| 6M | +5.9% | -18.5% | +24.3% | +6.0% |
| YTD | +104.5% | -61.6% | +166.2% | +107.8% |
| 1Y | +97.3% | -64.1% | +161.4% | +100.8% |
| 3Y | +97.0% | -44.5% | +141.5% | +98.0% |
| 5Y | +151.2% | -51.3% | +202.4% | +151.4% |
| 10Y | +76.1% | -25.6% | +101.7% | +75.2% |
| All | -74.0% | +475.8% | -549.9% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling